# Package com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.arima

• Class Summary
Class Description
VARIMAModel
An ARIMA(p, d, q) process, Yt, is such that $X_t = (1 - L)^d Y_t$ where L is the lag operator, d the order of difference, Xt an ARMA(p, q) process, for which $X_t = \mu + \Sigma \phi_i X_{t-i} + \Sigma \theta_j \epsilon_{t-j} + \epsilon_t,$ Xt, μ and εt are n-dimensional vectors.
VARIMASim
This class simulates a multivariate ARIMA process.
VARIMAXModel
The ARIMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARIMA model by incorporating exogenous variables.